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A book that has exercises which closely resembles the content of Lorenzo's Stochastic Volatility Modeling book?

You can check Sebastien Bossu's book "Advanced Equity Derivatives" Not going as deeply as Lorenzo's book but it contains lot of exercises which make it richer
StochasticMan's user avatar
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Change of expansion point for singular perturbation solution in Equivalent Black Volatilities

I hadn't struggled long enough -- all that's happening is we write $K = f_{av} + \frac{K-f}{2}$ and replace $A(K)$ and its derivatives by the Taylor expansion $A(f_{av}) + \frac{K-f}{2}A'(f_{av})+\...
Zach Effman's user avatar

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